This study is designed to look at which combinations of anti-HIV drugs are the safest and most effective way to treat HIV infection over a long period of time. The study will evaluate how well different combinations of drugs can decrease the amount of HIV in the blood (viral load) to less than 200 copies of virus in a milliliter of blood; how well each combination keeps the virus at such a low level; how the order in which the drug combinations are given affect the level of HIV in the blood; how well the combinations are tolerated; and whether it is better in the long term to have received three or four drugs in the first treatement combination. The study will use zidovudine (ZDV, Retrovir), lamivudine (3TC, Epivir), stavudine (d4T, Zerit), didandosine (ddI, Videx), nelfinavir (NFV, Viracept), indinavir (IDV, Crixivan), amprenavir (APV), hydroxyurea (HU< Droxia) and efavirenz (EFV, Sustiva).